CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0880 |
-0.0037 |
-0.3% |
1.0813 |
| High |
1.0953 |
1.0922 |
-0.0031 |
-0.3% |
1.0953 |
| Low |
1.0872 |
1.0718 |
-0.0154 |
-1.4% |
1.0809 |
| Close |
1.0902 |
1.0774 |
-0.0129 |
-1.2% |
1.0902 |
| Range |
0.0081 |
0.0205 |
0.0124 |
152.5% |
0.0144 |
| ATR |
0.0091 |
0.0099 |
0.0008 |
8.9% |
0.0000 |
| Volume |
17,705 |
26,710 |
9,005 |
50.9% |
62,896 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1418 |
1.1300 |
1.0886 |
|
| R3 |
1.1213 |
1.1096 |
1.0830 |
|
| R2 |
1.1009 |
1.1009 |
1.0811 |
|
| R1 |
1.0891 |
1.0891 |
1.0792 |
1.0848 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0783 |
| S1 |
1.0687 |
1.0687 |
1.0755 |
1.0643 |
| S2 |
1.0600 |
1.0600 |
1.0736 |
|
| S3 |
1.0395 |
1.0482 |
1.0717 |
|
| S4 |
1.0191 |
1.0278 |
1.0661 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1254 |
1.0981 |
|
| R3 |
1.1175 |
1.1110 |
1.0941 |
|
| R2 |
1.1031 |
1.1031 |
1.0928 |
|
| R1 |
1.0967 |
1.0967 |
1.0915 |
1.0999 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0904 |
| S1 |
1.0823 |
1.0823 |
1.0889 |
1.0856 |
| S2 |
1.0744 |
1.0744 |
1.0876 |
|
| S3 |
1.0601 |
1.0680 |
1.0863 |
|
| S4 |
1.0457 |
1.0536 |
1.0823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0718 |
0.0235 |
2.2% |
0.0105 |
1.0% |
24% |
False |
True |
17,921 |
| 10 |
1.0953 |
1.0718 |
0.0235 |
2.2% |
0.0092 |
0.8% |
24% |
False |
True |
15,796 |
| 20 |
1.0967 |
1.0700 |
0.0267 |
2.5% |
0.0095 |
0.9% |
28% |
False |
False |
12,374 |
| 40 |
1.0967 |
1.0015 |
0.0952 |
8.8% |
0.0102 |
0.9% |
80% |
False |
False |
6,242 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0087 |
0.8% |
80% |
False |
False |
4,167 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0081 |
0.8% |
80% |
False |
False |
3,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1791 |
|
2.618 |
1.1457 |
|
1.618 |
1.1253 |
|
1.000 |
1.1127 |
|
0.618 |
1.1048 |
|
HIGH |
1.0922 |
|
0.618 |
1.0844 |
|
0.500 |
1.0820 |
|
0.382 |
1.0796 |
|
LOW |
1.0718 |
|
0.618 |
1.0591 |
|
1.000 |
1.0513 |
|
1.618 |
1.0387 |
|
2.618 |
1.0182 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0835 |
| PP |
1.0804 |
1.0815 |
| S1 |
1.0789 |
1.0794 |
|